CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 418-0 420-4 2-4 0.6% 415-4
High 419-4 421-6 2-2 0.5% 418-4
Low 415-6 416-0 0-2 0.1% 406-0
Close 418-6 421-6 3-0 0.7% 414-4
Range 3-6 5-6 2-0 53.3% 12-4
ATR 9-2 9-0 -0-2 -2.7% 0-0
Volume 140,553 80,967 -59,586 -42.4% 248,995
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 437-1 435-1 424-7
R3 431-3 429-3 423-3
R2 425-5 425-5 422-6
R1 423-5 423-5 422-2 424-5
PP 419-7 419-7 419-7 420-2
S1 417-7 417-7 421-2 418-7
S2 414-1 414-1 420-6
S3 408-3 412-1 420-1
S4 402-5 406-3 418-5
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 450-4 445-0 421-3
R3 438-0 432-4 418-0
R2 425-4 425-4 416-6
R1 420-0 420-0 415-5 416-4
PP 413-0 413-0 413-0 411-2
S1 407-4 407-4 413-3 404-0
S2 400-4 400-4 412-2
S3 388-0 395-0 411-0
S4 375-4 382-4 407-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 426-0 406-0 20-0 4.7% 7-4 1.8% 79% False False 85,536
10 426-0 393-4 32-4 7.7% 6-3 1.5% 87% False False 71,174
20 426-0 379-0 47-0 11.1% 8-0 1.9% 91% False False 91,696
40 426-0 379-0 47-0 11.1% 9-3 2.2% 91% False False 92,959
60 426-0 372-0 54-0 12.8% 10-1 2.4% 92% False False 73,938
80 426-0 323-0 103-0 24.4% 10-3 2.5% 96% False False 60,931
100 426-0 319-4 106-4 25.3% 9-5 2.3% 96% False False 51,859
120 426-0 319-4 106-4 25.3% 9-5 2.3% 96% False False 45,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 446-2
2.618 436-6
1.618 431-0
1.000 427-4
0.618 425-2
HIGH 421-6
0.618 419-4
0.500 418-7
0.382 418-2
LOW 416-0
0.618 412-4
1.000 410-2
1.618 406-6
2.618 401-0
4.250 391-4
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 420-6 421-1
PP 419-7 420-3
S1 418-7 419-6

These figures are updated between 7pm and 10pm EST after a trading day.

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